Dynamischer Default-Fachbereich geändert auf MAT

Course MAT-64-15-K-7

High-Dimensional Integration (2V+1U, 4.5 LP, AUSL)

Course Type

SWS	Type	Course Form	CP (Effort)	Presence-Time / Self-Study
-	K	Lecture with exercise classes (V/U)	4.5 CP		93 h
2	V	Lecture		28 h
1	U	Exercise class (in small groups)		14 h
(2V+1U)			4.5 CP	42 h	93 h

Basedata

SWS	2V+1U
CP, Effort	4.5 CP = 135 h
Position of the semester	1 Sem. irreg.
Level	[7] Master (Advanced)
Language	[EN] English
Lecturers	Ritter, Klaus, Prof. Dr. (PROF \| DEPT: MAT) + further Lecturers of the department Mathematics
Area of study	[MAT-SPAS] Analysis and Stochastics
Livecycle-State	[AUSL] Phase-out period

Notice

This course was offered for the last time in the summer semester 2019. It has been replaced by the course [MAT-64-16-K-7] "High-Dimensional Integration: Function Spaces, Algorithms, and Complexity".

Algorithms and Complexity of high and infinite-dimensional integration problems:

Monte Carlo Method,
discrepancy of point sequences and quasi Monte Carlo Method,
randomisation,
lower error bound and complexity of continuous problems,
curse of dimension,
quadrature problems for stochastic differential equations.

Literature

E. Novak, H. Wozniakowski: Tractability of Multivariate Problems, Vol. I-III.

Materials

Further literature will be announced in the lecture.

Requirements for attendance (informal)

Knowledge on stochastic differential equations is useful, but not necessarily required.

Modules:

Requirements for attendance (formal)

None

References to Course [MAT-64-15-K-7]

Module	Name	Context
[MAT-64-15-M-7]	High-Dimensional Integration	P: Obligatory	2V+1U, 4.5 LP, AUSL

Module Handbook